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Primary Article

Managing a Portfolio of Collateralized Debt Obligations

Laurie S. Goodman and Frank J. Fabozzi
The Journal of Investing Winter 2003, 12 (4) 22-30; DOI: https://doi.org/10.3905/joi.2003.319564
Laurie S. Goodman
A managing director and head of the Securitized Products Strategy Group at UBS in New York.
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  • For correspondence: laurie.goodman@ubs.com
Frank J. Fabozzi
Frederick Frank Adjunct Professor of Finance at the School of Management of Yale University in New Haven, CT.
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  • For correspondence: fabozzi321@aol.com
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Abstract

A collateralized debt obligation (CDO) is a security backed by a diversified pool of one or more classes of debt. The asset classes that have been used as collateral for a CDO include U.S. domestic investment-grade and high-yield corporate bonds, U.S. domestic bank loans, emerging market bonds, special situation loans and distressed debt, foreign bank loans, asset-backed securities, real-estate investment trusts, residential mortgage-backed securities, and commercial mortgage-backed securities. In this article we set forth investment principles for managing a portfolio of CDOs.

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The Journal of Investing
Vol. 12, Issue 4
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Managing a Portfolio of Collateralized Debt Obligations
Laurie S. Goodman, Frank J. Fabozzi
The Journal of Investing Nov 2003, 12 (4) 22-30; DOI: 10.3905/joi.2003.319564

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Managing a Portfolio of Collateralized Debt Obligations
Laurie S. Goodman, Frank J. Fabozzi
The Journal of Investing Nov 2003, 12 (4) 22-30; DOI: 10.3905/joi.2003.319564
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